Yes, your physical damages coverages of collision and comprehensive should cover the damages you described. The keying of the car will likely be considered vandalism and thus would be claimed under your comprehensive coverage.

It is usually best to report these types of damages to the police as soon as you find them, especially the dents that you believe could have been caused by a hit and run driver. Since you have not yet made a police report, you can call and see if police will come out though time has passed since the damage was done.

You should inform you insurance company about the damage and see what steps need to be done to place a claim. Your insurance agent may also be able to advise you on if you will need to make a police report or not.